-12.2%
GGLL vs TENB
+64.9%
-77.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.7% | +5.9% | +6.5% |
| 7D | -23.1% | -2.8% | -20.3% | -23.1% |
| 30D | -32.9% | +22.9% | -55.8% | -34.4% |
| 3M | -44.9% | +31.7% | -76.6% | -46.8% |
| 6M | -49.5% | +127.3% | -176.8% | -51.9% |
| YTD | -28.9% | +101.2% | -130.1% | -30.9% |
| 1Y | -12.2% | +68.7% | -80.9% | -9.8% |
| All | -12.2% | +64.9% | -77.1% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TENB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling